Currently approved monoamine modulating antidepressant and anxiolytic pharmaceutics fail in over one third of patients due to delayed and variable therapeutic effect, adverse reactions preceding the therapeutic action, and adherence issues. Even with adequate adherence to the regimen and tolerability, one third of the patients do not respond to any class of antidepressants. There is a strong correlation between treatment resistant depression and increase in inflammatory cytokines in plasma and cerebrospinal fluid. Furthermore, epidemiological studies suggest that depression and anxiety are commonly comorbid with pain and inflammation. While a link between pain, inflammation and depression has been suggested it remains unclear which anti-inflammatory treatment may be beneficial to patients with depression and anxiety due to pain. Here, we analyzed 430,783 FDA adverse effect reports of patients treated for pain to identify potential antidepressant and anxiolytic effects of various anti-inflammatory medications. Patients treated for depression or patients taking any known antidepressants were excluded. The odds ratio analysis of 139,072 NSAID reports revealed that ketoprofen was associated with decreased reports of depression by a factor of 2.32 (OR 0.43 and 95% Confidence Interval [0.31, 0.59]) and decreased reports of anxiety by a factor of 2.86 (OR 0.35 [0.22, 0.56]), diclofenac with decreased depression reports by a factor of 2.22 (OR 0.45 [0.40, 0.49]) and anxiety by a factor of 2.13 (OR 0.47 [0.41, 0.54]), while naproxen decreased depression reports by a factor of 1.92 (OR 0.52 [0.49, 0.57]) and anxiety by a factor of 1.23 (OR 0.81 [0.75, 0.88]). Other NSAIDs did not exhibit any noticeable antidepressant and/or anxiolytic effect.